Find A Portfolio/Ticker
Comparison Box
MyPlanIQ
401k Investor
University of Texas System Retirement Programs Fidelity
University of Texas System Retirement Programs Fidelity Asset Allocation Composite Moderate
University of Texas System Retirement Programs Fidelity Asset Allocation Composite Moderate
live (public) 0.19% April 24
Delayed
Holdings (As of 02/29/2024)
sign up and login first and then customize a new portfolio for the latest current holdings
Asset | Fund in this portfolio | Price change* | Original Fund Description | Percentage |
---|---|---|---|---|
General Bond | PTTRX (TOTAL RETURN FUND INSTITUTIONAL) | 0.12% | PIMCO Total Return Instl | 37.59% |
US Equity | MLRSX (MAINSTAY LARGE CAP GROWTH FUND CLASS R6) | 0.58% | MainStay Large Cap Growth R6 | 11.27% |
US Equity | MMCGX (MID CAP GROWTH PORTFOLIO CLASS IS) | 0.56% | Morgan Stanley Inst Discovery IS | 11.62% |
Real Estate | CSRSX (COHEN & STEERS REALTY SHARES COHEN & STEERS REALTY SHARES) | 1.19% | Cohen & Steers Realty Shares | 9.72% |
Emerging Market Equity | DFEMX (EMERGING MARKETS PORTFOLIO EMERGING MARKETS PORTFOLIO - INSTITUTIONAL CLASS) | 0.55% | DFA Emerging Markets I | 9.11% |
International Equity | FSPSX (FIDELITY INTERNATIONAL INDEX FUND INSTITUTIONAL PREMIUM CLASS) | 0.08% | Fidelity Spartan Intl Idx Advtg Instl | 9.88% |
International Equity | FIDKX (FIDELITY INTERNATIONAL DISCOVERY FUND CLASS K) | 0.28% | Fidelity International Discovery K | 10.81% |
* Day change on 02/29/2024.
Beta
Performance (As of 04/24/2024)
Since 12/31/2000
Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
---|---|---|---|---|---|---|
University of Texas System Retirement Programs Fidelity Asset Allocation Composite Moderate | 1.0% | 5.6% | -0.2% | 7.0% | 5.6% | 7.1% |
VFINX (Vanguard (S&P 500) Index) | 6.7% | 24.3% | 8.6% | 13.4% | 12.4% | 14.6% |
VBINX (Vanguard Balance (60% stocks/40% bonds) | 2.5% | 13.6% | 2.7% | 7.6% | 7.6% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
Last 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/02/2001 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.5 | 1.0 | 5.6 | -0.2 | 7.0 | 5.6 | 7.1 | 7.4 | 7.5 | 6.4 | -12.4 | 12.8 | 24.5 | 17.6 | -6.4 | 9.5 | 8.1 | -4.0 | 5.0 | 11.1 | 12.3 | -0.2 | 10.2 | 16.4 | 8.8 | 3.7 | 12.8 | 7.5 | 10.8 | 13.6 | 6.2 | 5.9 |
Sharpe Ratio | NA | -0.01 | 0.22 | -0.28 | 0.61 | 0.55 | NA | NA | 0.83 | 0.26 | -1.56 | 1.42 | 2.25 | 2.29 | -0.79 | 1.5 | 1.09 | -0.55 | 0.76 | 1.55 | 1.72 | -0.02 | 1.06 | 1.56 | 1.19 | 0.1 | 2.12 | 1.25 | 1.98 | 3.03 | 1.03 | 0.64 |
Draw Down(%) | NA | 4.5 | 7.4 | 15.1 | 15.1 | 15.1 | NA | NA | 15.1 | 8.4 | 13.8 | 4.5 | 9.5 | 2.9 | 12.3 | 2.3 | 5.1 | 9.1 | 4.7 | 7.6 | 5.4 | 12.7 | 7.8 | 6.7 | 3.3 | 4.4 | 3.1 | 2.6 | 5.9 | 2.5 | 2.9 | 5.2 |
Standard Deviation(%) | NA | 9.0 | 8.2 | 8.6 | 8.9 | 8.3 | NA | NA | 7.8 | 8.2 | 8.8 | 9.0 | 10.8 | 7.1 | 9.8 | 5.9 | 7.3 | 7.2 | 6.6 | 7.2 | 7.2 | 13.4 | 9.6 | 10.5 | 6.6 | 7.1 | 4.5 | 4.3 | 5.0 | 4.3 | 4.9 | 5.6 |
Treynor Ratio | NA | 0.0 | 0.03 | -0.07 | 0.2 | 0.14 | NA | NA | 0.31 | 0.04 | -0.5 | 0.22 | 1.48 | 0.33 | -0.14 | 0.13 | 0.18 | -0.12 | 0.09 | 0.19 | 0.23 | 0.0 | 0.31 | 1.22 | -1.98 | 0.02 | 0.26 | 0.16 | 0.32 | 6.29 | -0.74 | -0.76 |
Alpha | NA | -0.04 | -0.03 | -0.02 | 0.01 | 0.01 | NA | NA | 0.02 | -0.03 | -0.03 | -0.01 | 0.07 | 0.01 | -0.02 | -0.01 | 0.01 | -0.02 | 0.0 | -0.02 | 0.02 | 0.0 | 0.02 | 0.05 | 0.02 | 0.0 | 0.02 | 0.02 | 0.03 | 0.05 | 0.01 | 0.01 |
Beta | NA | 0.65 | 0.58 | 0.37 | 0.27 | 0.33 | NA | NA | 0.21 | 0.53 | 0.27 | 0.57 | 0.16 | 0.49 | 0.54 | 0.7 | 0.45 | 0.34 | 0.53 | 0.58 | 0.53 | 0.56 | 0.33 | 0.13 | -0.04 | 0.4 | 0.37 | 0.32 | 0.31 | 0.02 | -0.07 | -0.05 |
RSquared | NA | 0.69 | 0.7 | 0.57 | 0.42 | 0.5 | NA | NA | 0.26 | 0.71 | 0.57 | 0.69 | 0.28 | 0.73 | 0.89 | 0.62 | 0.65 | 0.55 | 0.83 | 0.8 | 0.89 | 0.93 | 0.38 | 0.12 | 0.06 | 0.79 | 0.66 | 0.61 | 0.48 | 0.01 | 0.13 | 0.03 |
Sortino Ratio | NA | -0.01 | 0.32 | -0.39 | 0.84 | 0.76 | NA | NA | 1.15 | 0.37 | -1.95 | 2.07 | 3.11 | 3.39 | -1.01 | 2.23 | 1.5 | -0.73 | 1.05 | 2.17 | 2.63 | -0.02 | 1.5 | 2.28 | 1.79 | 0.14 | 3.4 | 1.86 | 2.86 | 4.59 | 1.46 | 0.91 |
Yield(%) | N/A | 0.64 | 4.15 | 5.29 | 5.48 | 5.4 | N/A | N/A | 5.4 | 4.0 | 3.23 | 8.68 | 5.36 | 7.34 | 5.77 | 5.29 | 4.87 | 5.67 | 5.12 | 5.52 | 4.71 | 3.65 | 5.68 | 4.06 | 4.55 | 8.43 | 6.51 | 5.39 | 4.06 | 4.51 | 5.39 | 5.71 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/2000
Portfolio Description
The risk profile of this portfolio is 40%. The total allocation of the fixed income asset should be at least 40%.
The portfolio’s stock (risk asset) allocation can be dynamically reduced when stock or risk asset markets are in a downtrend.
This portfolio belongs to University of Texas System Retirement Programs Fidelity.